Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.537847 | 3.7263 | 0.000256 |
2 | -0.08553 | -0.5926 | 0.278126 |
3 | -0.485876 | -3.3662 | 0.000754 |
4 | -0.50964 | -3.5309 | 0.000463 |
5 | -0.152639 | -1.0575 | 0.147785 |
6 | 0.222556 | 1.5419 | 0.064831 |
7 | 0.406781 | 2.8183 | 0.003496 |
8 | 0.281539 | 1.9506 | 0.028481 |
9 | -0.031898 | -0.221 | 0.413017 |
10 | -0.186682 | -1.2934 | 0.101036 |
11 | -0.244558 | -1.6943 | 0.04834 |
12 | -0.245622 | -1.7017 | 0.047639 |
13 | -0.070217 | -0.4865 | 0.314421 |
14 | 0.111648 | 0.7735 | 0.221503 |
15 | 0.139176 | 0.9642 | 0.169879 |
16 | 0.041246 | 0.2858 | 0.388145 |
17 | -0.044554 | -0.3087 | 0.379451 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.537847 | 3.7263 | 0.000256 |
2 | -0.527365 | -3.6537 | 0.000319 |
3 | -0.257227 | -1.7821 | 0.040528 |
4 | -0.13586 | -0.9413 | 0.17564 |
5 | 0.135442 | 0.9384 | 0.176377 |
6 | 0.010811 | 0.0749 | 0.470302 |
7 | 0.101826 | 0.7055 | 0.241964 |
8 | -0.029703 | -0.2058 | 0.418914 |
9 | -0.037326 | -0.2586 | 0.398524 |
10 | 0.162487 | 1.1257 | 0.132936 |
11 | -0.14681 | -1.0171 | 0.157095 |
12 | -0.236373 | -1.6376 | 0.054019 |
13 | 0.068142 | 0.4721 | 0.319497 |
14 | 0.009733 | 0.0674 | 0.473258 |
15 | -0.187752 | -1.3008 | 0.099772 |
16 | -0.101787 | -0.7052 | 0.242046 |
17 | 0.088478 | 0.613 | 0.271386 |